Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis
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Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysisAutoría
Fecha de publicación
2021-02-17Editor
ElsevierCita bibliográfica
VIDAL-TOMÁS, David. Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis. Finance Research Letters, 2021, p. 101981.Tipo de documento
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Resumen
In this letter, we identify the transitions of the cryptocurrency market during the pandemic by means of a network analysis. This method allows us to observe that COVID-19 significantly affected cryptocurrencies during ... [+]
In this letter, we identify the transitions of the cryptocurrency market during the pandemic by means of a network analysis. This method allows us to observe that COVID-19 significantly affected cryptocurrencies during a short period of financial panic, from 12 March 2020 to 1 April 2020, giving rise to a remarkable increase of market synchronisation. However, since April 2020, the cryptocurrency market progressively recovered its initial state, since the strong synchronisation, observed as a consequence of COVID-19, continuously disappeared. Therefore, our analysis highlights different market phases, which can be related to some of the phenomena reported in the existing literature. [-]
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Finance Research Letters, Vol. 43, November 2021Derechos de acceso
© 2021 Elsevier Inc. All rights reserved.
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